| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 40.44% | 160.95% |
| Max Drawdown | -14.44% | -64.23% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.63 | 0.6 |
| Payoff Ratio | 1.43 | 1.14 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 0.0 | 1.11 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 63.03 | 2.93 |
| Outlier Loss Ratio | 4.81 | 2.9 |
| Volatility (ann.) | 8.06% | 32.74% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.83 | 0.59 |
| Skew | 2.35 | 0.35 |
| Kurtosis | 73.62 | 9.29 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.63% |
| Expected Yearly % | 8.86% | 27.1% |
| Kelly Criterion | 1.08% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.78% |
| Expected Shortfall (cVaR) | -0.69% | -2.78% |
| Year | 11865917:ETHUSD | 11865917:ethusd:triple_med_gx:lsma220_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 24.32 | -1.82 | -0.07 | - |
| 2023 | 91.16 | 8.11 | 0.09 | - |
| 2024 | 45.75 | 35.18 | 0.77 | - |
| 2025 | -24.66 | -2.12 | 0.09 | + |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| MTD | 0.0% | -0.81% |
| 3M | 5.31% | 21.99% |
| 6M | -2.12% | -30.79% |
| YTD | -2.12% | -24.66% |
| 1Y | 9.91% | -27.95% |
| 3Y (ann.) | 11.97% | 36.13% |
| 5Y (ann.) | 11.96% | 37.59% |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Max Drawdown | -14.44% | -64.23% |
| Longest DD Days | 256.0 | 464.0 |
| Avg. Drawdown | -4.43% | -7.47% |
| Avg. Drawdown Days | 56.0 | 26.0 |
| Recovery Factor | 2.8 | 2.51 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-06-17 | -14.44 | 223 |
| 2025-01-30 | 2025-06-19 | -14.24 | 139 |
| 2023-06-22 | 2024-03-04 | -13.92 | 256 |
| 2024-05-27 | 2024-09-20 | -9.11 | 115 |
| 2022-07-28 | 2022-11-04 | -5.61 | 98 |
| 2024-03-05 | 2024-03-23 | -5.05 | 17 |
| 2025-01-24 | 2025-01-30 | -4.26 | 6 |
| 2024-09-23 | 2024-09-27 | -3.50 | 3 |
| 2023-06-17 | 2023-06-21 | -1.98 | 3 |
| 2024-09-27 | 2024-11-05 | -1.76 | 38 |
| Metric | 11865917:ethusd:triple_med_gx:lsma220_135 | 11865917:ETHUSD |
|---|---|---|
| Best Day | 7.01% | 16.51% |
| Worst Day | -6.4% | -14.0% |
| Best Week | 11.38% | 27.36% |
| Worst Week | -13.1% | -21.87% |
| Best Month | 11.38% | 56.93% |
| Worst Month | -8.11% | -32.24% |
| Best Year | 35.18% | 91.16% |
| Worst Year | -2.12% | -24.66% |
| Avg. Up Day | 1.1% | 1.14% |
| Avg. Down Day | -0.77% | -1.0% |
| Avg. Up Week | 3.68% | 9.83% |
| Avg. Down Week | -3.01% | -6.09% |
| Avg. Up Month | 6.36% | 24.11% |
| Avg. Down Month | -3.23% | -13.18% |
| Win Days % | 41.74% | 50.38% |
| Win Month % | 48.39% | 51.35% |
| Win Week % | 49.28% | 52.5% |
| Win Quarter % | 61.54% | 61.54% |
| Win Year % | 50.0% | 75.0% |